[HTML][HTML] Context-dependent Responses to Geopolitical Risk in Middle Eastern and African Stock Markets: An Asymmetric Volatility Spillover Study
MA Eissa, H Al Refai - International Review of Economics & Finance, 2024 - Elsevier
This paper examines the asymmetric volatility spillover impact of geopolitical risk on stock
market returns across six Middle Eastern and African (MEA) economies: Egypt, Israel, Saudi …
market returns across six Middle Eastern and African (MEA) economies: Egypt, Israel, Saudi …
Heterogeneous impacts of geopolitical risk factors on stock markets in the Middle East: A quantile regression analysis across four emerging economies
MA Eissa, H Al Refai, G Chortareas - The Journal of Economic Asymmetries, 2024 - Elsevier
This study investigates the heterogeneous impacts of eight categories of geopolitical risk on
stock market performance across different market conditions in four Middle Eastern …
stock market performance across different market conditions in four Middle Eastern …
[PDF][PDF] Do industries lead the stock market? Evidence from an emerging stock market
R Demirer - researchgate.net
Examining the gradual information diffusion hypothesis of Hong et al.(2007) in an emerging
market context, we show that industry returns possess predictive information regarding the …
market context, we show that industry returns possess predictive information regarding the …